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The Effects of Automation on Liquidity, Volatility, Stock Returns and Efficiency: Evidence from the Tunisian Stock Market

Sioud, Olfa Benouda; Hmaied, Dorra Mezzez - In: Review of Middle East Economics and Finance 1 (2003) 2, pp. 1008-1008

This paper examines the effects of automation on the liquidity, volatility, returns and efficiency of shares traded on … infrequently traded securities. While our results show an improvement in the liquidity of shares following the automation, returns … decreased and no significant effects on volatility or efficiency were detected. …

Persistent link: https://www.econbiz.de/10005458798

Market quality and structural changes in the trading system : The case of X‐Stream on the Colombian stock exchange

Agudelo, Diego A.; Gutiérrez Daza, Ángelo; Múnera … - In: Academia Revista Latinoamericana de Administración 27 (2014) 3, pp. 324-340

market quality variables, such as liquidity (bid‐ask spread and price impact), daily and intraday volatility and trading … and orders from the exchange. Findings The evidence suggests that X‐Stream improved the liquidity and trading activity and … operational capabilities on a small and low‐liquidity emerging stock market. …

Persistent link: https://www.econbiz.de/10014677051

Assessing commonality in liquidity : evidence from an emerging market's index stocks

Kumar, Gaurav; Misra, Arun Kumar; Pant, Abhay; Rahman, … - In: Global business review 25 (2024) 2, pp. 302-322

Persistent link: https://www.econbiz.de/10014634222

Measuring liquidity in an emerging market : the Tunis Stock exchange

Rouetbi, Emna; Mamoghli, Chokri - In: International journal of economics and financial issues … 4 (2014) 4, pp. 920-929

Persistent link: https://www.econbiz.de/10010528495

Commonality in liquidity in the context of different trading systems : evidence from an emerging market

Tayeh, Mohammad - In: International journal of economics and financial issues … 6 (2016) 4, pp. 1344-1353

Persistent link: https://www.econbiz.de/10011774856

Liquidity measures and cost of trading in an illiquid market

Armitage, Seth; Brzeszczyński, Janusz; Serdyuk, Anna - In: Journal of emerging market finance 13 (2014) 2, pp. 155-196

Persistent link: https://www.econbiz.de/10011378280

Automation, speed, and stock market quality : the NYSE's Hybrid

Hendershott, Terrence; Moulton, Pamela C. - In: Journal of financial markets 14 (2011) 4, pp. 568-604

Persistent link: https://www.econbiz.de/10009260950

Market microstructure and securities values : empirical evidence from the Tunisian Stock Market

Elkhaldi, Abderrazak; Ben Mariem, Nada - In: International journal of entrepreneurship and small … 39 (2020) 1/2, pp. 295-310

Persistent link: https://www.econbiz.de/10012176790

The role of pre-existing liquidity in determining pricing efficiency and liquidity gains following the introduction of SETSmm

Chelley-Steeley, Patricia L. - In: European financial management : the journal of the … 21 (2015) 2, pp. 360-376

Persistent link: https://www.econbiz.de/10010516667

Stock liquidity, feedback prices, and asset liquidity : evidence from the Tunisian stock market

Loukil, Nadia - In: The journal of applied business research 31 (2015) 2, pp. 407-416

Persistent link: https://www.econbiz.de/10010526770